Equites Property Fund Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.52% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2219 | 9.13 | |
| 0.0265 | 4.70 | |
| 0.8473 | 69.48 | |
| 0.0687 | 4.17 |
Estimation Period:
Jul 29, 2014 to Feb 13, 2026
Jul 29, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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